I have 11 shape keys but my script wont read above number 9
What is happening is the replace("Key 01", "Open_Jaw") matches "Key 011" and replaces the start of the name with "Open_Jaw".

One option is to do the replaces in reverse so that "Key 011" is replaced before you search for "Key 01".

Another way is to create and name each shapekey as you create it. Using the index of -1 will give you the last item in the list.

bpy.ops.object.shape_key_add(from_mix=False)
shape_keys[-1].name = "Open_Jaw"
bpy.ops.object.shape_key_add(from_mix=False)
shape_keys[-1].name = "Lips_Corner_In.L"


Which you can simplify into looping through a list of shapekey names.

keynames = [
    "Open_Jaw",
    "Lips_Corner_In.L",
    "Lips_Corner_Up.L",
    "Lips_Corner_Out.L",
    "Lips_Corner_Dw.L",
    "Lips_Roll_Top",
    "Lips_Roll_Bot",
    "Lips_Corner_In.R",
    "Lips_Corner_Up.R",
    "Lips_Corner_Out.R",
    "Lips_Corner_Dw.R",
    ]

shape_keys = bpy.context.object.data.shape_keys.key_blocks
for n in keynames:
    bpy.ops.object.shape_key_add(from_mix=False)
    shape_keys[-1].name = n